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Adding filled orders no matter what price is, to check if strategy work in particular situation.
 Post subject: Adding filled orders no matter what price is, to check if strategy work in particular situation. Post rating: 0   New post Posted: Mon 08 Sep, 2014, 12:03 
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Joined: Wed 16 Jul, 2014, 14:44
Posts: 21
Location: PolandPoland
Greetings,

i have build strategy in Visual Forex and i need one particular 'feature' to test it properly,
but i have problem with finding it. It may as well doesn't exist at all.

It doesn't really matter what my system does, so i won't be writing about it.

The 'feature' i need to test my system, is the possibility to place already filled orders, no
matter what price is, no matter if the price is below, above current price etc

Let's say the current ask price is 1,5000 - what i need to have possibility of doing, is to
"add" few already filled orders, like for example Sell position filled ABOVE 1,5000.

The point of that is, that i can prepare some situation, and run my strategy 'on' ready
situation - and see how the strategy will behave. Of course, i can theoretically "wait and
observe" my strategy work for countless hours, but, as You will propably agree, some situation
in forex are much rarer than others, but if they occur, they can still get You in trouble.

Can You think about any way of doing what im asking for?

Once again - i need possibility of adding to the 'historical tester situation' or 'forex demo situation' some filled orders, without waiting for them to fill, orders filled at any price i want, not at price that is possibile at particular moment, so i could run my strategy 'on that prepared situation' to check if my strategy will do what it should in any kind of possibility i will imagine.

I hope You understood me well,
forgive me language mistakes,

please help me finding way to do it, without it i have no possibility of being certain that my strategy will work.

Thank You in advance,
nine99


 
 Post subject: Re: Adding filled orders no matter what price is, to check if strategy work in particular situation. Post rating: 0   New post Posted: Wed 10 Sep, 2014, 08:31 
Visual JForex expert at Dukascopy
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Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
Greetings,

This is clear enough, from your description you need something that is more likely known as "Matching engine system" which simulate a "fake" market where you are the only liquidity provider acting on it. You can then play with the prices using your 'filled order'. This feature doesn't exist but you can still in some extend do it by placing Bid /Offer orders but the only test mode would be indeed real time run.

Another workaround is to analyze the kinematics of these execution prices (that are the result of your filled orders) and try to list the impacts resulting from it to be able to build the needed conditions. I believe that back-testing & real-time testing are more than enough to test any strategy in any market kinematic.

Thanks


 
 Post subject: Re: Adding filled orders no matter what price is, to check if strategy work in particular situation. Post rating: 0   New post Posted: Fri 19 Sep, 2014, 22:55 
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Joined: Wed 16 Jul, 2014, 14:44
Posts: 21
Location: PolandPoland
Thank You for Your answer,

cheers,
nine99


 

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